1Affieck-Graves, J. and Miller, R. (2003), 'The Information Content of Calls of Debt: Evidence from Long-run Stock Returns', Journal of Financial Research 26 (4): 421-447.
2Altman, E. (1968), 'Financial Ratios, Discriminant Analysis and the Prediction of Corporate Bankruptcy', Journal of Finance 23 (4): 589-609.
3Ang, A., Hodrick, R., Xing, Y., and Zhang, X. (2006), 'The Cross-section of Volatility and Expected Returns', Journal of Finance 61 (1): 259-299.
4Appelbaum, B. (2013), 'Economists clash on theory, but will still share the Nobel,' Business Day, New York Times, October 14.
5Arif, S. and Lee, C. M. C. (2013), 'Aggregate Investment and Investor Sentiment', Working Paper, University of Indiana and Stanford University.
6Asness, C. S., Frazzini, A., and Pedersen, L. H. (2013), 'Quality Minus Junk', Working Paper, AQR Capital Management and New York University.
7Baker, M. and Wurgler, J. (2002), 'Market Timing and Capital Structure', Journal of Finance 57 (1): 1-32.
8Baker, M. and Wurgler, J. (2007), 'Investor Sentiment in the Stock Market', Journal of Economic Perspectives 21 (2): 129-151.
9Bali, T., Cakici, N., and Whitelaw, R. (2011), 'Maxing out: Stocks as Lotteries and the Cross-section of Expected Returns', Journal of Financial Economics 99 (2): 427-446.
10Barth, M. E., Beaver, W. H., and Landsman, W. R. (2001), 'The Relevance of the Value Relevance Literature for Financial Accounting Standard Setting: Another View', Journal of Accounting and Economics 31 ( 1-3): 77-104.